-96.7%
FCEL vs SWK
-23.3%
-73.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.8% | +5.8% | +6.5% |
| 7D | +3.0% | +10.7% | -7.6% | -5.9% |
| 30D | -40.0% | +33.3% | -73.3% | -53.2% |
| 3M | -47.0% | +14.7% | -61.7% | -53.6% |
| 6M | -21.0% | +48.5% | -69.5% | -43.7% |
| YTD | +48.0% | +63.9% | -15.9% | -4.8% |
| 1Y | +43.9% | +80.4% | -36.5% | -14.6% |
| 3Y | -67.5% | +58.1% | -125.6% | -79.1% |
| 5Y | -96.7% | -24.5% | -72.2% | -96.9% |
| All | -96.7% | -23.3% | -73.4% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling